Is it better to adjust the natural lighting (while recording the video) or to subsequently apply filters on the original video?
Personally, I'd say as long as the object is visible don't do either. If the model has been well built and if lighting changes would help, the convolution operation weights would learn an operation similar to contrast or brightness changes.

On the other hand if the object visibility is an issue, then natural lighting changes would be better, due to the lack of potential artefacts a filter would create.

So overall, I'd say natural lighting changes should be more helpful (Assuming model is built well) and brightness filters would not be very helpful as the convolution operations would learn them if they were useful, also there would be  artefacts in the input which can lead to the model learning irrelevant details.   

Hope this helped!